On Deterministic Control Problems: An Approximation Procedure for the Optimal Cost I. The Stationary Problem

DOI10.1137/0323018zbMath0563.49024OpenAlexW2093898444MaRDI QIDQ3676723

Publication date: 1985

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0323018

zbMATH Keywords

convergence infinite horizon Bellman equation approximate solutions optimal stopping impulse controls optimal deterministic control

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Dynamic programming in optimal control and differential games (49L20) Newton-type methods (49M15) Dynamic programming (90C39) Stopping times; optimal stopping problems; gambling theory (60G40) Control/observation systems governed by ordinary differential equations (93C15) Optimality conditions for problems involving ordinary differential equations (49K15) Numerical methods of relaxation type (49M20) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Model systems in control theory (93C99)

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